Double Barrier Options in Regime-Switching Hyper-Exponential Jump-Diffusion Models
Year of publication: |
2009
|
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Authors: | Boyarchenko, Mitya |
Other Persons: | Boyarchenko, Svetlana (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (39 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 28, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1440332 [DOI] |
Classification: | C63 - Computational Techniques ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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